Recognition of Stochastic System States for Continuous-Discrete Observations with Sliding Memory

S. V. Rozhkova, V. I. Rozhkova, S. P. Moiseeva, M. Pagano

Research output: Contribution to journalArticle

Abstract

The paper describes the problem of finding the likelihood ratio for specific problem of stochastic system recognition in continuous time to member functions within continuous-discrete time, which depend not only on current, but also on arbitrary numbers of previous non-observable process values.

Original languageEnglish
Pages (from-to)595-601
Number of pages7
JournalRussian Physics Journal
Volume61
Issue number3
DOIs
Publication statusPublished - 1 Jul 2018

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Keywords

  • likelihood ratio
  • memory
  • recognition
  • stochastic systems

ASJC Scopus subject areas

  • Physics and Astronomy(all)

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